Implied Volatility represents the market's expectation of the magnitude of an asset's price fluctuations in the future. Unlike historical volatility, which measures past price movements, IV is forward-looking.
It is calculated using current market prices through options pricing models like Black-Scholes. For example, an IV of 20% suggests a 68% probability that the asset's price will remain within ±20% of its current value over the next year.
Several factors can cause fluctuations in implied volatility:
IV is crucial for various trading and investment strategies:
While IV predicts future volatility based on market expectations, historical volatility (HV) measures past price fluctuations. Comparing IV and HV helps traders determine whether options are relatively expensive or cheap. For instance, if IV is higher than HV, options may be overpriced, suggesting a selling opportunity.
In the highly volatile cryptocurrency markets, IV plays a significant role in options trading. Due to the inherent unpredictability of cryptocurrencies, IV levels are typically higher compared to traditional financial assets like stocks and commodities. This offers both higher risk and potential rewards.
Consider a stock trading at $100 with an IV of 20%. This implies there's a 68% chance the stock price will remain between $80 and $120 over the next year. If IV increases to 40%, the expected price range widens. This indicates greater market uncertainty and higher option premiums.
Pros:
Cons:
IV percentiles rank the current IV against its historical range. This helps traders determine whether volatility is high or low. High IV percentiles may indicate opportunities to sell options, while low percentiles suggest the potential to buy options.